On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings (Q4967880): Difference between revisions

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scientific article; zbMATH DE number 7079342

Language	Label	Description	Also known as
English	On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings	scientific article; zbMATH DE number 7079342

Statements

instance of

scholarly article

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title

On the implementation of a primal-dual algorithm for second order time-dependent Mean Field Games with local couplings (English)

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author

Luis M. Briceño-Arias

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Dante Kalise

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Ziad Kobeissi

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Mathieu Laurière

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Álvaro Mateos González

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Francisco J. Silva

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published in

ESAIM: Proceedings and Surveys

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publication date

11 July 2019

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full work available at URL

https://arxiv.org/abs/1802.07902

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zbMATH Keywords

implementation of a primal-dual algorithm

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mean field games

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numerical approximation

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finite difference scheme

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MaRDI profile type

MaRDI publication profile

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cites work

Mean Field Games: Numerical Methods for the Planning Problem

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Mean Field Games: Convergence of a Finite Difference Method

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Mean Field Games: Numerical Methods

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Iterative strategies for solving linearized discrete mean field games systems

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Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games

0 references

Mean field control hierarchy

0 references

Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion

0 references

Convex analysis and monotone operator theory in Hilbert spaces

0 references

Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations

0 references

Mean Field Games and Mean Field Type Control Theory

0 references

Preconditioning techniques for large linear systems: A survey

0 references

Rigorous Quantitative Analysis of Multigrid, I. Constant Coefficients Two-Level Cycle with $L_2 $-Norm

0 references

A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality

0 references

Proximal Methods for Stationary Mean Field Games with Local Couplings

0 references

Mean field games with nonlinear mobilities in pedestrian dynamics

0 references

Weak Solutions for First Order Mean Field Games with Local Coupling

0 references

Mean field games systems of first order

0 references

Second order mean field games with degenerate diffusion and local coupling

0 references

A first-order primal-dual algorithm for convex problems with applications to imaging

0 references

A proximal-based deomposition method for compositions method for convex minimization problems

0 references

A dual algorithm for the solution of nonlinear variational problems via finite element approximation

0 references

Q4144736

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Regularity Theory for Mean-Field Game Systems

0 references

Mean field games models -- a brief survey

0 references

COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS

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Mean field games. II: Finite horizon and optimal control

0 references

Mean field games

0 references

A variational approach to second order mean field games with density constraints: the stationary case

0 references

On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems

0 references

Optimal Transport with Proximal Splitting

0 references

Weak solutions to Fokker-Planck equations and mean field games

0 references

Remarks on Long Time Versus Steady State Optimal Control

0 references

Duality and stability in extremum problems involving convex functions

0 references

Identifiers

zbMATH Open document ID

1418.49032

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Mathematics Subject Classification ID

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10.1051/PROC/201965330

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Sitelinks

Mathematics(1 entry)

mardi Publication:4967880

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@@ Property / cites work @@
+Mean Field Games: Numerical Methods for the Planning Problem
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@@ Property / cites work @@
+Mean Field Games: Convergence of a Finite Difference Method
+Normal rank
@@ Property / cites work @@
+Mean Field Games: Numerical Methods
@@ Property / cites work: Mean Field Games: Numerical Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Iterative strategies for solving linearized discrete mean field games systems
+Normal rank
@@ Property / cites work @@
+Convergence of a Finite Difference Scheme to Weak Solutions of the System of Partial Differential Equations Arising in Mean Field Games
+Normal rank
@@ Property / cites work @@
+Mean field control hierarchy
@@ Property / cites work: Mean field control hierarchy / rank @@
+Normal rank
@@ Property / cites work @@
+Preconditioning the Augmented Lagrangian Method for Instationary Mean Field Games with Diffusion
+Normal rank
@@ Property / cites work @@
+Convex analysis and monotone operator theory in Hilbert spaces
+Normal rank
@@ Property / cites work @@
+Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations
+Normal rank
@@ Property / cites work @@
+Mean Field Games and Mean Field Type Control Theory
+Normal rank
@@ Property / cites work @@
+Preconditioning techniques for large linear systems: A survey
+Normal rank
@@ Property / cites work @@
+Rigorous Quantitative Analysis of Multigrid, I. Constant Coefficients Two-Level Cycle with $L_2 $-Norm
+Normal rank
@@ Property / cites work @@
+A Monotone+Skew Splitting Model for Composite Monotone Inclusions in Duality
+Normal rank
@@ Property / cites work @@
+Proximal Methods for Stationary Mean Field Games with Local Couplings
+Normal rank
@@ Property / cites work @@
+Mean field games with nonlinear mobilities in pedestrian dynamics
+Normal rank
@@ Property / cites work @@
+Weak Solutions for First Order Mean Field Games with Local Coupling
+Normal rank
@@ Property / cites work @@
+Mean field games systems of first order
@@ Property / cites work: Mean field games systems of first order / rank @@
+Normal rank
@@ Property / cites work @@
+Second order mean field games with degenerate diffusion and local coupling
+Normal rank
@@ Property / cites work @@
+A first-order primal-dual algorithm for convex problems with applications to imaging
+Normal rank
@@ Property / cites work @@
+A proximal-based deomposition method for compositions method for convex minimization problems
+Normal rank
@@ Property / cites work @@
+A dual algorithm for the solution of nonlinear variational problems via finite element approximation
+Normal rank
@@ Property / cites work @@
+Q4144736
@@ Property / cites work: Q4144736 / rank @@
+Normal rank
@@ Property / cites work @@
+Regularity Theory for Mean-Field Game Systems
@@ Property / cites work: Regularity Theory for Mean-Field Game Systems / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games models -- a brief survey
@@ Property / cites work: Mean field games models -- a brief survey / rank @@
+Normal rank
@@ Property / cites work @@
+COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS
@@ Property / cites work: COMPUTATION OF MEAN FIELD EQUILIBRIA IN ECONOMICS / rank @@
+Normal rank
@@ Property / cites work @@
+Mean field games. II: Finite horizon and optimal control
+Normal rank
@@ Property / cites work @@
+Mean field games
@@ Property / cites work: Mean field games / rank @@
+Normal rank
@@ Property / cites work @@
+A variational approach to second order mean field games with density constraints: the stationary case
+Normal rank
@@ Property / cites work @@
+On the Variational Formulation of Some Stationary Second-Order Mean Field Games Systems
+Normal rank
@@ Property / cites work @@
+Optimal Transport with Proximal Splitting
@@ Property / cites work: Optimal Transport with Proximal Splitting / rank @@
+Normal rank
@@ Property / cites work @@
+Weak solutions to Fokker-Planck equations and mean field games
+Normal rank
@@ Property / cites work @@
+Remarks on Long Time Versus Steady State Optimal Control
+Normal rank
@@ Property / cites work @@
+Duality and stability in extremum problems involving convex functions
+Normal rank
@@ Property / DOI @@
+.1051/PROC/201965330
@@ Property / DOI: 10.1051/PROC/201965330 / rank @@
+Normal rank